Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.75% | 103.40 % | 104.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'481 CHF | 104'261 CHF | 84.92% | 84.92% |
12.07.2024 | 0.74% | 103.50 % | 104.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'448 CHF | 104'215 CHF | 98.90% | 98.90% |
11.07.2024 | 0.73% | 103.50 % | 104.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'612 CHF | 104'376 CHF | 94.10% | 94.10% |
10.07.2024 | 0.74% | 103.60 % | 104.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'569 CHF | 104'333 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 103.50 % | 104.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'482 CHF | 104'265 CHF | 99.99% | 99.99% |
08.07.2024 | 0.75% | 103.50 % | 104.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'501 CHF | 104'275 CHF | 83.70% | 83.70% |
05.07.2024 | 0.76% | 103.20 % | 104.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'300 CHF | 104'085 CHF | 98.86% | 98.86% |
04.07.2024 | 0.76% | 103.30 % | 104.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'291 CHF | 104'082 CHF | 99.19% | 99.19% |
03.07.2024 | 0.74% | 103.10 % | 103.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'053 CHF | 103'817 CHF | 99.82% | 99.82% |
02.07.2024 | 0.75% | 103.30 % | 104.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'211 CHF | 103'991 CHF | 93.24% | 93.24% |